Browsing by Subject "Structural Changes"

Now showing items 1-2 of 2

    • Essays on Testing for Smooth Structural Changes in Time Series 
      Yao, Hsin-Hung (2016-08-01)
      This dissertation contains two essays which propose tests for smooth structural changes in dependence and volatility, respectively. In the first essay, we propose a generalized likelihood ratio test for smooth structural ...
    • Modeling Structural Changes in Market Demand and Supply 
      Park, Beom Su (2011-10-21)
      Economic events may cause structural changes in markets. To know the effect of the economic event we should analyze the structural changes in the market demand and supply. The purpose of this dissertation is to analyze the ...